Uses of Class
net.finmath.montecarlo.automaticdifferentiation.backward.alternative.RandomVariableAAD

Packages that use RandomVariableAAD

Package	Description
net.finmath.montecarlo.automaticdifferentiation.backward.alternative	Provides alternative implementation of backward automatic differentiation.

Uses of RandomVariableAAD in net.finmath.montecarlo.automaticdifferentiation.backward.alternative

Methods in net.finmath.montecarlo.automaticdifferentiation.backward.alternative that return RandomVariableAAD

Modifier and Type	Method	Description
static RandomVariableAAD	RandomVariableAAD.constructNewAADRandomVariable(double value)
static RandomVariableAAD	RandomVariableAAD.constructNewAADRandomVariable(double time, double[] realisations)
static RandomVariableAAD	RandomVariableAAD.constructNewAADRandomVariable(RandomVariable randomVariable)
static RandomVariableAAD	RandomVariableAAD.constructNewAADRandomVariable(RandomVariable randomVariable, int[] parentIndices, net.finmath.montecarlo.automaticdifferentiation.backward.alternative.RandomVariableAAD.OperatorType parentOperator, ArrayList<Integer> childrenIndices, boolean isConstant)